Python ccxt
last modified January 29, 2024
In this article we show how to work with cryptocurrency exchange lirary in Python.
The ccxt is a JavaScript/Python/PHP library for cryptocurrency
trading and e-commerce. It supports many crypto exchange markets and merchant
APIs.
It provides quick access to market data for storage, analysis, visualization, indicator development, algorithmic trading, strategy backtesting and bot programming.
Most exchanges provide both public and private APIs. For the private API, we need to provide the API keys that we generate in our exchange account.
$ pip install ccxt
We install the module.
Python ccxt exchanges
In the first example, we print all the available exchanges. Note that not all exchanges are fully supported and some may not be working.
#!/usr/bin/python import ccxt print(ccxt.exchanges) print(len(ccxt.exchanges))
We get the available exchanges via the exchanges attribute.
Exchange status
The status of an exchange is determined with fetch_status.
#!/usr/bin/python
import asyncio
import ccxt.async_support as ccxt
exchanges = [ccxt.__getattribute__(e)() for e in ccxt.exchanges]
async def status(exchange):
try:
data = await exchange.fetch_status()
except Exception as e:
data = str(e)
stat = data[:60] + ('..' if len(data) > 60 else '')
data = {'status': stat}
finally:
await exchange.close()
return (exchange.name, data)
async def launch():
resps = await asyncio.gather(*map(status, exchanges))
for name, e in resps:
stat = e['status']
print(f"{name}: {stat}")
asyncio.run(launch())
The program checks the status of all available exchanges.
import ccxt.async_support as ccxt
Since we need to launch dozens of requests, the code is run asynchronously to avoid blocking.
async def status(exchange):
The status code is determined in the asynchronous status function.
exchanges = [ccxt.__getattribute__(e)() for e in ccxt.exchanges]
We build the list of available exchange objects. Since the
ccxt.exchanges returns the list of exchange attributes, we need to
call them to get exchange objects.
try:
data = await exchange.fetch_status()
We call the fetch_status in the try block.
except Exception as e:
data = str(e)
stat = data[:60] + ('..' if len(data) > 60 else '')
data = {'status': stat}
Most exchanges return error codes in JSON format. Some, however, return HTML responses. This would clutter our terminal. If the response data is larger than 60 characters, we shorten it.
finally:
await exchange.close()
In the end is it necessary to close the connection to the exchange.
return (exchange.name, data)
The function returns the exchange name and the status data for each call.
async def launch():
resps = await asyncio.gather(*map(status, exchanges))
for name, e in resps:
stat = e['status']
print(f"{name}: {stat}")
We apply the status function on the list of exchanges. We go over the responses in a for loop and print the name and status for each exchange.
asyncio.run(launch())
The run function starts the loop and handles the asynchronous
operations.
Fetching ticker price
The fetch_ticker function fetches a price ticker. It is a
statistical calculation with the information calculated over the past 24 hours
for a specific symbol.
#!/usr/bin/python
import asyncio
import ccxt.async_support as ccxt
from pprint import pprint
async def ticker():
bybit = ccxt.bybit()
res = await bybit.fetch_ticker('LTC/USDT')
pprint(res)
await bybit.close()
asyncio.run(ticker())
The program retrieves the ticker information for the LTC/USDT symbol on the Bybit exchange.
pprint(res)
The pprint function pretty-prints the output.
$ ./main.py
{'ask': 88.08,
'askVolume': 10.5,
'average': 87.37,
'baseVolume': 57756.04142,
'bid': 88.07,
'bidVolume': 58.67049,
'change': 1.4,
'close': 88.07,
'datetime': None,
'high': 88.48,
'info': {'ask1Price': '88.08',
'ask1Size': '10.5',
'bid1Price': '88.07',
'bid1Size': '58.67049',
'highPrice24h': '88.48',
'lastPrice': '88.07',
'lowPrice24h': '84.22',
'prevPrice24h': '86.67',
'price24hPcnt': '0.0162',
'symbol': 'LTCUSDT',
'turnover24h': '5010476.0735012',
'usdIndexPrice': '88.11038504',
'volume24h': '57756.04142'},
'last': 88.07,
'low': 84.22,
'open': 86.67,
'percentage': 1.62,
'previousClose': None,
'quoteVolume': 5010476.0735012,
'symbol': 'LTC/USDT:USDT',
'timestamp': None,
'vwap': 86.7524149909303}
The ticker information includes the current (last), open, high, low, close, volume values among others.
Binance symbols
A symbol is a trading pair. It consists of a base asset and a quote asset. Given a symbol BTCBUSD, BTC stands for the base asset and BUSD stands for the quote asset.
#!/usr/bin/python
from datetime import datetime
import ccxt
from rich import box
from rich.console import Console
from rich.table import Table
binance = ccxt.binance()
markets = binance.load_markets()
print(f'Binance has {len(binance.symbols)} symbols')
data = list(ccxt.Exchange.keysort(markets).items())
now = f'{datetime.today()}'
table = Table(title='Binance symbols', box=box.ASCII,
caption=now, caption_justify='left')
table.add_column('id', style='steel_blue')
table.add_column('symbol')
table.add_column('base', style='cadet_blue')
table.add_column('quote', style='cadet_blue')
for (_, v) in data:
table.add_row(v['id'], v['symbol'], v['base'], v['quote'])
console = Console()
console.print(table)
The program lists all available symbols on the Binance exchange. We use the
rich's Table to display all data in a neat table.
binance = ccxt.binance()
We get the binance exchange.
markets = binance.load_markets()
With load_markets we get all markets on Binance. Different markets
(spot, futures) have different pairs.
data = list(ccxt.Exchange.keysort(markets).items())
We sort the data.
now = f'{datetime.today()}'
table = Table(title='Binance symbols', box=box.ASCII,
caption=now, caption_justify='left')
table.add_column('id', style='steel_blue')
table.add_column('symbol')
table.add_column('base', style='cadet_blue')
table.add_column('quote', style='cadet_blue')
The data is dispalyed in a table. The table has four columns.
for (_, v) in data:
table.add_row(v['id'], v['symbol'], v['base'], v['quote'])
We add the data to the table.
console = Console() console.print(table)
The table is printed to the console.
Fetch balance
The fetch_balance function queries for balance and gets the amount
of funds available for trading or funds locked in orders. Since this is private
information, we need to provide the keys.
#!/usr/bin/python
import asyncio
import os
import ccxt.async_support as ccxt
async def balance():
binance = ccxt.binance({
'apiKey': os.getenv('BINANCE_API_KEY'),
'secret': os.getenv('BINANCE_SECRET_KEY'),
})
res = await binance.fetch_balance()
data = [(coin, balance) for coin, balance in res['total'].items() if balance > 0]
for name, amount in data:
print(f'{name:<4} {amount:>18.8f}')
await binance.close()
asyncio.run(balance())
We get all balances greater than zero from Binance.
binance = ccxt.binance({
'apiKey': os.getenv('BINANCE_API_KEY'),
'secret': os.getenv('BINANCE_SECRET_KEY'),
})
We provide the API and the secret key. The keys are loaded from the environment variables.
res = await binance.fetch_balance()
We get all balances.
data = [(coin, balance) for coin, balance in res['total'].items() if balance > 0]
With Python list comprehension, we get only balance with amount greater than zero.
for name, amount in data:
print(f'{name:<4} {amount:>18.8f}')
We use Python formatting options to display the data neatly. The symbols are left-aligned. The amounts are right-aligned. The values are shown with 8 decimal places.
Order book
An order book is a list of current buy orders (bids) and sell orders (asks) for a specific asset. An order book lists buy/sell order prices and the amount of the units of tokens to buy and sell.
The bids are represented by green numbers, while the asks by red numbers.
#!/usr/bin/python
import asyncio
import ccxt.async_support as ccxt
from pprint import pprint
green = '\033[92m'
red = '\033[91m'
term = '\033[0m'
async def order_book():
bitrue = ccxt.bitrue()
order_book = await bitrue.fetch_order_book('ETH/USDT', limit=20)
bids = order_book['bids']
asks = order_book['asks']
for p, a in bids:
print(f'{green}{p:.2f} {a:>12.5f}{term}')
print('----------------------')
for p, a in asks:
print(f'{red}{p:.2f} {a:>12.5f}{term}')
await bitrue.close()
asyncio.run(order_book())
The program shows the order book for the ETH/USDT symbol on the Bitrue exchange.
green = '\033[92m' red = '\033[91m' term = '\033[0m'
We display the values in colour. These are the codes for green, red colours and colour termination.
order_book = await bitrue.fetch_order_book('ETH/USDT', limit=20)
We retrieve the order book with fetch_order_book. We get the last
20 values.
bids = order_book['bids'] asks = order_book['asks']
From the order book data, we get the bids and asks.
for p, a in bids:
print(f'{green}{p:.2f} {a:>12.5f}{term}')
print('----------------------')
for p, a in asks:
print(f'{red}{p:.2f} {a:>12.5f}{term}')
First, we display the bids in green and then the asks in red.
My trades
The fetch_my_trades retrieves all trades made by the user.
#!/usr/bin/python
import os
import asyncio
import ccxt.async_support as ccxt
from datetime import datetime
async def trades():
binance = ccxt.binance({
'apiKey': os.getenv('BINANCE_API_KEY'),
'secret': os.getenv('BINANCE_SECRET_KEY'),
})
symbol = 'LTC/BUSD'
date = '2023-03-20T00:00:00'
start_time = binance.parse8601(date)
print(f'Fetching {symbol} trades since {binance.iso8601(start_time)}')
trades = await binance.fetch_my_trades(symbol, start_time)
await binance.close()
print(f'Fetched {len(trades)} trades')
for trade in trades:
d = datetime.fromisoformat(trade['datetime'])
print(f"{d:%m/%d/%Y} {trade['amount']} {trade['side']}")
asyncio.run(trades())
The example retrieves all LTC/BUSD trades.
symbol = 'LTC/BUSD'
The pair is LTC/BUSD.
date = '2023-03-20T00:00:00' start_time = binance.parse8601(date)
We show all trades from the specified date. The binance.parse8601
is a helper function which transforms the string datetime into the Unix time.
trades = await binance.fetch_my_trades(symbol, start_time)
We get all the LTC/BUSD trades since the datetime with
fetch_my_trades.
for trade in trades:
d = datetime.fromisoformat(trade['datetime'])
print(f"{d:%m/%d/%Y} {trade['amount']} {trade['side']}")
We print the retrieved data to the console. We show the date, the amount, and the side (buy or sell).
Candlestick data
The fetch_ohlcv fetches historical candlestick data containing the
open, high, low, and close price, and the volume of a market.
#!/usr/bin/python
import asyncio
import ccxt.async_support as ccxt
from rich import box
from rich.console import Console
from rich.table import Table
from datetime import datetime
async def ohlc():
binance = ccxt.binance()
data = await binance.fetch_ohlcv('BTC/USDT', '1d', limit=20)
await binance.close()
now = f'{datetime.today()}'
table = Table(title='Binance - BTC/USDT', box=box.ASCII,
caption=now, caption_justify='left')
table.add_column('Date', justify='center', style='steel_blue')
table.add_column('Open')
table.add_column('High')
table.add_column('Low')
table.add_column('Close')
table.add_column('Volume', justify='right', style='cadet_blue')
for e in data:
d = datetime.utcfromtimestamp(e[0]/1000.0)
table.add_row(f'{d:%m/%d/%Y}', f'{e[1]:.2f}', f'{e[2]:.2f}',
f'{e[3]:.2f}', f'{e[4]:.2f}', f'{e[5]:.5f}')
console = Console()
console.print(table)
asyncio.run(ohlc())
The example retrieves candlestick data for BTC/USDT on Binance for the last 20 days.
data = await binance.fetch_ohlcv('BTC/USDT', '1d', limit=20)
We fetch the data. The timeframe is 1 day and the limit is 20 values.
Source
In this article we have showed how to work with the ccxt cryptocurrency library.
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